A Newton-type univariate optimization al
โ
Chung-Li Tseng
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 738 KB
This paper introduces an algorithm for univariate optimization using linear lower bounding functions (LLBF's). An LLBF over an interval is a linear function which lies below the given function over an interval and matches the given function at one end point of the interval. We first present an algor